I was about 8, and my brothers, who were about 11 and 14, were home alone while our parents were at some party. We lived a really nice posh neighborhood, all huge houses and white fences and golf courses, so nothing bad ever really happened there and we were never concerned about our safety. Anyway, we were together in the living room playing Disney trivia (which is awesome, btw) and all of a sudden our dog starts growling. She's a big black standard poodle, who doesn't look too terrifying but has always been very protective of us. She started pacing around the back window, snarling and barking. Naturally we're a little freaked out, so the oldest brother looks out the back window and sees nothing--it's already pitch black out.
Our dog, Rachel, calms down and we resume our game. A little while later, Rachel did the same thing--growling, pacing, with her hackles up. We were getting a little scared now, and when we peeked out the back window, we saw some people creeping around our backyard. We let Rachel outside and she bolts at them, and they ran off, hopped the fence and disappeared. When we brought Rachel back in and turned on the TV, she started freaking out again. We looked out again, and they were back--just lurking around our backyard but moving closer to our house.
My brother ran upstairs with his airsoft gun, and started firing into our backyard, not really aiming at them, just trying to scare them off. They bolted again, and we called our parents, who left immediately to come home, and our neighbors, who came over and searched our yard but found nothing.